This may depend on the version of Outlook you are using.
Newer versions like Outlook 2000 SP2 will block certain
attachments that could potentiall harm your computer.
Check out this website for a possible fix...
If you want to see the attachment you have just received, click the Forward
button and the attachment will be visible in the message being prepared for
forwarding.
BTW, you posted to the wrong newsgroup. This newsgroup is
for Microsoft Access, a database application.